This chapter focuses on developing the basics of probability theory, using a physical description of the underlying concepts of probability and related simple examples, to lead intuitively to what is usually the starting point of the set theoretic axiomatic approach. In future courses in probability, random variables, stochastic processes, information theory, and statistical physics, computer Engineers will study techniques and solutions to the different types of problems from the list. Probability theory is best developed mathematically based on a set of axioms from which a well-defined deductive theory can be constructed. Probability theory provides the necessary mathematical tools for error analysis in all experimental sciences. It permits estimation of the error bars and the confidence level for any experimentally obtained result, through a methodical analysis and reduction of the raw data.